PortfoliosLab logoPortfoliosLab logo
FGBRX vs. ARKW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FGBRX vs. ARKW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Templeton Global Bond Fund - Class R (FGBRX) and ARK Next Generation Internet ETF (ARKW). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FGBRX vs. ARKW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FGBRX
Templeton Global Bond Fund - Class R
-1.05%14.81%-12.18%2.18%-6.40%-5.30%-4.65%0.38%1.01%2.10%
ARKW
ARK Next Generation Internet ETF
-17.90%38.93%42.27%96.89%-67.49%-18.85%157.44%35.76%4.24%87.29%

Returns By Period

In the year-to-date period, FGBRX achieves a -1.05% return, which is significantly higher than ARKW's -17.90% return. Over the past 10 years, FGBRX has underperformed ARKW with an annualized return of -0.54%, while ARKW has yielded a comparatively higher 21.40% annualized return.


FGBRX

1D
1.01%
1M
-4.36%
YTD
-1.05%
6M
-1.08%
1Y
8.58%
3Y*
0.07%
5Y*
-1.43%
10Y*
-0.54%

ARKW

1D
0.56%
1M
-4.66%
YTD
-17.90%
6M
-29.29%
1Y
27.20%
3Y*
31.95%
5Y*
-3.84%
10Y*
21.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FGBRX vs. ARKW - Expense Ratio Comparison

FGBRX has a 1.24% expense ratio, which is higher than ARKW's 0.76% expense ratio.


Return for Risk

FGBRX vs. ARKW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FGBRX
FGBRX Risk / Return Rank: 5656
Overall Rank
FGBRX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
FGBRX Sortino Ratio Rank: 6161
Sortino Ratio Rank
FGBRX Omega Ratio Rank: 4848
Omega Ratio Rank
FGBRX Calmar Ratio Rank: 5454
Calmar Ratio Rank
FGBRX Martin Ratio Rank: 5757
Martin Ratio Rank

ARKW
ARKW Risk / Return Rank: 3535
Overall Rank
ARKW Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
ARKW Sortino Ratio Rank: 4242
Sortino Ratio Rank
ARKW Omega Ratio Rank: 3636
Omega Ratio Rank
ARKW Calmar Ratio Rank: 3232
Calmar Ratio Rank
ARKW Martin Ratio Rank: 2525
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FGBRX vs. ARKW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Templeton Global Bond Fund - Class R (FGBRX) and ARK Next Generation Internet ETF (ARKW). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


FGBRXARKWDifference

Sharpe ratio

Return per unit of total volatility

1.21

0.72

+0.49

Sortino ratio

Return per unit of downside risk

1.70

1.24

+0.46

Omega ratio

Gain probability vs. loss probability

1.22

1.15

+0.07

Calmar ratio

Return relative to maximum drawdown

1.50

0.83

+0.67

Martin ratio

Return relative to average drawdown

6.23

2.01

+4.23

FGBRX vs. ARKW - Sharpe Ratio Comparison

The current FGBRX Sharpe Ratio is 1.21, which is higher than the ARKW Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of FGBRX and ARKW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


FGBRXARKWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

0.72

+0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.18

-0.09

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.07

0.57

-0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.53

-0.32

Correlation

The correlation between FGBRX and ARKW is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FGBRX vs. ARKW - Dividend Comparison

FGBRX's dividend yield for the trailing twelve months is around 5.00%, more than ARKW's 1.94% yield.


TTM20252024202320222021202020192018201720162015
FGBRX
Templeton Global Bond Fund - Class R
5.00%4.10%5.49%3.61%4.92%5.11%4.34%5.86%6.27%3.08%2.10%2.85%
ARKW
ARK Next Generation Internet ETF
1.94%1.59%0.00%0.00%0.00%0.17%1.29%0.00%13.05%2.05%0.00%2.29%

Drawdowns

FGBRX vs. ARKW - Drawdown Comparison

The maximum FGBRX drawdown since its inception was -27.46%, smaller than the maximum ARKW drawdown of -80.52%. Use the drawdown chart below to compare losses from any high point for FGBRX and ARKW.


Loading graphics...

Drawdown Indicators


FGBRXARKWDifference

Max Drawdown

Largest peak-to-trough decline

-27.46%

-80.52%

+53.06%

Max Drawdown (1Y)

Largest decline over 1 year

-6.38%

-36.21%

+29.83%

Max Drawdown (5Y)

Largest decline over 5 years

-19.87%

-77.36%

+57.49%

Max Drawdown (10Y)

Largest decline over 10 years

-27.46%

-80.52%

+53.06%

Current Drawdown

Current decline from peak

-17.08%

-34.20%

+17.12%

Average Drawdown

Average peak-to-trough decline

-8.30%

-23.98%

+15.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.53%

14.98%

-13.45%

Volatility

FGBRX vs. ARKW - Volatility Comparison

The current volatility for Templeton Global Bond Fund - Class R (FGBRX) is 3.67%, while ARK Next Generation Internet ETF (ARKW) has a volatility of 11.70%. This indicates that FGBRX experiences smaller price fluctuations and is considered to be less risky than ARKW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


FGBRXARKWDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.67%

11.70%

-8.03%

Volatility (6M)

Calculated over the trailing 6-month period

5.26%

25.81%

-20.55%

Volatility (1Y)

Calculated over the trailing 1-year period

7.66%

37.79%

-30.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.03%

43.68%

-35.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.30%

37.55%

-30.25%